Bivariate Birnbaum-Saunders accelerated lifetime model: estimation and diagnostic analysis

In this paper, we discuss the bivariate Birnbaum-Saunders accelerated lifetime model, in which we have modeled the dependence structure of bivariate survival data through the use of frailty models. Specifically, we propose the bivariate model Birnbaum-Saunders with the following frailty distributions: gamma, positive stable and logarithmic series. We present a study of inference and diagnostic analysis for the proposed model, more concisely, are proposed a diagnostic analysis based in local influence and residual analysis to assess the fit model, as well as, to detect influential observations. In this regard, we derived the normal curvatures of local influence under different perturbation schemes and we performed some simulation studies for assessing the potential of residuals to detect misspecification in the systematic component, the presence in the stochastic component of the model and to detect outliers. Finally, we apply the methodology studied to real data set from recurrence in times of infections of 38 kidney patients using a portable dialysis machine, we analyzed these data considering independence within the pairs and using the bivariate Birnbaum-Saunders accelerated lifetime model, so that we could make a comparison and verify the importance of modeling dependence within the times of infection associated with the same patient.     

On tail behaviour of kth upper order statistics under fixed and random sample sizes via tail equivalence

For a fixed positive integer k, limit laws of linearly normalized kth upper order statistics are well known. In this article, a comprehensive study of tail behaviours of limit laws of normalized kth upper order statistics under fixed and random sample sizes is carried out using tail equivalence which leads to some interesting tail behaviours of the limit laws. These lead to definitive answers about their max domains of attraction. Stochastic ordering properties of the limit laws are also studied. The results obtained are not dependent on linear norming and apply to power norming as well and generalize some results already available in the literature. And the proofs given here are elementary.     

Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model

ABSTRACT

In this paper we consider the tail behavior of a two-dimensional dependent renewal risk model with two dependent classes of insurance business, in which the claim sizes are governed by a common renewal counting process, and their inter-arrival times are dependent, identically distributed. For the case that the claim size distribution belongs to the intersection of long-tailed distribution class and dominant variation class, we obtain an asymptotic formula, which holds uniformly for all time in an infinite interval. Moreover, we point out that the formula still holds uniformly for all time in an infinite interval for widely dependent random variables (r.v.s) under some conditions.     

依赖与脆弱性：农民养老问题的一个实证分析——基于全国十个省份1000余位农民的调查数据

文章基于2009年全国十个省份30个行政村1000余位农民的调查数据，从“依赖性一脆弱性一养老困境”的逻辑关系出发．以农民养老的经济依赖途径为切入点。利用Multinomial Logistic回归模型，实证分析了农民养老的脆弱性及其影响因素。结果显示，那些同时具备女性、年龄较大、养儿防老观念比较强、家庭收入比较低、没有儿子、家庭整劳力比较少、纯农户和所在村经济情况比较差特征的农民，是依赖性最强的农民，他们面临的养老脆弱性程度也最高。由于现实生活中。全部具备上述所有条件的农民毕竟是少数。但农村社会政策刺定部门可以根据农民满足上述条件的多寡．来判断其养老脆弱性程度的高低。并以此为依据选择农村社会政策的重点关注对象。     

DEA评价模型应用的几点探讨

为更好地应用ＤＥＡ评价模型，本文讨论了ＤＥＡ模型中定性指标的模糊处理及权重分布的随机处理，运用主成分分析法对ＤＥＡ模型指标体系进行处理，并对ＤＥＡ评价结果进行了排队分析．     

Tests based on equivariant estimators

Let ?⁽¹⁾ and ?⁽²⁾ be location-equivariant estimators of an unknown location parameter μ. It is shown that the test for H₀: μ ≤ μ₀ versus H_A : μ > μ₀ that rejects H₀ if ?⁽¹⁾ is large is uniformly more powerful than the one that rejects H₀ if ?⁽²⁾ is large if and only if ?⁽²⁾ is “more dispersed” than ?⁽¹⁾. A similar result is obtained for tests on scale using the star-shaped ordering. Examples are given.     

巴勒斯坦经济发展中的以色列因素分析

第三次中东战争后，以色列对约旦河西岸和加沙地带的占领为巴勒斯坦农业和工业带来了诸多负面影响，并使巴勒斯坦经济具有较强的依附性，突出表现为劳务输出和进出口贸易对以色列的依赖。以色列的占领严重地影响了巴经济的发展，并造成了巴勒斯坦在巴以和谈中的劣势。     

有期权条件下的易逝品订购策略研究

在现实生活中,有大量的易逝品存在.由于易逝品价值递减的特性和需求的不确定性,使易逝品的订购较为困难并可能在期末由于未能出售导致零售商蒙受巨大的损失.作者将期权引入了易逝品订购之中,以最大化期望收益为目标,给出了易逝品最优订购数量.     

关于分布函数的散布函数

研究了一种散布函数Ｄｘ（ｔ）的性质，得到了如下结论：设Ｘ～Ｎ（μ１，σ１２），Ｙ～Ｎ（μ２，σ２２），则Ｙ≤ＤＸσ２≤σ     

对"出口导向"和"进口替代"两种外贸发展战略的再认识

本文对进口替代和出口导向两种外贸战略进行了分析,认为我国应该充分利用大国的优势,立足于国内需求,降低对外依存度,同时应根据经济全球化的内在要求积极与世界经济接轨,实施进口替代与出口导向相结合的外贸战略,以成功应对经济全球化的挑战。